Nasdaq clearing member default costs CCP EUR 114 million

OSLO (Reuters) – A Norwegian power market trader racked up losses he could not cover, leaving commodities companies who are part of the Nasdaq clearing house, and the exchange itself, to plug a 114 million euro ($133 million) hole in a contingency fund.

The derivative trader’s default was triggered by strong fluctuations in regional power market spreads, as heavy rain last week pushed down prices in the hydroelectric-dependant Nordic region, while a spike in the cost of carbon drove up German prices, Nasdaq said.

“My position was too big in relation to the market’s liquidity,” trader Einar Aas said in a statement, adding that his portfolio had been sold off by Nasdaq late on Wednesday and that he risked personal bankruptcy.

While Nasdaq said it had covered 7 million euros of the total losses, it told members of its commodity clearing operation to pay the remaining 107 million euros within two business days or risk being declared in default themselves.

The full article is available at https://www.reuters.com/article/us-nordic-power-nasdaq/nordic-power-traders-loss-costs-nasdaq-and-members-114-million-euros-idUSKCN1LT28G

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